Displaying similar documents to “On testing variance components in unbalanced mixed linear model”

Tests of independence of normal random variables with known and unknown variance ratio

Edward Gąsiorek, Andrzej Michalski, Roman Zmyślony (2000)

Discussiones Mathematicae Probability and Statistics

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In the paper, a new approach to construction test for independenceof two-dimensional normally distributed random vectors is given under the assumption that the ratio of the variances is known. This test is uniformly better than the t-Student test. A comparison of the power of these two tests is given. A behaviour of this test forsome ε-contamination of the original model is also shown. In the general case when the variance ratio is unknown, an adaptive test is presented. The equivalence...

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

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The locally most powerful (LMP) tests of the hypothesis H : θ = θ 0 against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted...

Unit root test under innovation outlier contamination small sample case

Lynda Atil, Hocine Fellag, Karima Nouali (2006)

Discussiones Mathematicae Probability and Statistics

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The two sided unit root test of a first-order autoregressive model in the presence of an innovation outlier is considered. In this paper, we present three tests; two are usual and one is new. We give formulas computing the size and the power of the three tests when an innovation outlier (IO) occurs at a specified time, say k. Using a comparative study, we show that the new statistic performs better under contamination. A Small sample case is considered only.